Dark matter is necessary to explain an array of astrophysical and cosmological observations, from the anisotropies
of the cosmic microwave background to the dynamics of the smallest galaxies. In astrophysics, dark matter is
often thought of as being entirely made of collisionless non-relativistic particles. This is in stark contrast with the
realm of particle physics where a myriad of possible models have been proposed, some of which predicting
significantly different phenomenologies. Bridging this gap between the particle model builders and astrophysicists
is a key step toward developing a comprehensive dark matter theory capable of describing not only direct-
detection and collider experiments, but also the way structure forms and assembles in our Universe. With this
goal in mind, I will review my work aimed at directly connecting particle dark matter models to astrophysical
observables such the cosmic microwave background, and the statistics of satellite galaxies. I will then present a
promising technique based on gravitational lensing to probe sub-galactic scales where important hints about dark
matter physics are likely hidden. Looking ahead to the next decade of data, I will outline a theoretical and
observational astrophysical program that could dramatically improve our knowledge of dark matter by the late
2020s.